gbm {cartools}R Documentation

Estimate speed u at time t using a geometric Brownian motion model.

Description

Estimate speed u at time t using a geometric Brownian motion model.

Usage

gbm(u0, theta, t)

Arguments

u0

initial speed (fps), a number

theta,

a number

t

time (seconds), a number


[Package cartools version 0.1.0 Index]